+398.0%
MTZ vs AMBA
-0.9%
+398.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -0.8% |
| 7D | +5.0% | +2.7% | +2.3% | +4.4% |
| 30D | -6.0% | -2.2% | -3.8% | -5.4% |
| 3M | -36.1% | -26.6% | -9.5% | -31.1% |
| 6M | -56.9% | -26.8% | -30.1% | -55.5% |
| YTD | -15.9% | -15.1% | -0.8% | -17.9% |
| 1Y | -3.8% | -32.3% | +28.4% | -0.9% |
| 3Y | +272.3% | +19.8% | +252.5% | +212.4% |
| 5Y | +91.1% | -69.2% | +160.3% | +104.2% |
| All | +398.0% | -0.9% | +398.9% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling